+315.4%
FTI vs VCLT
+103.3%
+212.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +12.3% | -0.6% | +12.9% | +12.3% |
| 3M | +13.8% | -2.2% | +16.0% | +13.7% |
| 6M | +24.3% | -2.9% | +27.2% | +24.2% |
| YTD | +75.8% | -2.1% | +77.8% | +75.7% |
| 1Y | +99.6% | -2.6% | +102.2% | +99.6% |
| 3Y | +278.4% | +12.5% | +265.9% | +279.9% |
| 5Y | +1,168.7% | -15.3% | +1,184.0% | +1,128.2% |
| 10Y | +297.5% | +16.6% | +280.9% | +326.0% |
| All | +315.4% | +103.3% | +212.1% | +609.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling